+680.9%
TLN vs OUST
+447.9%
+233.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +10.8% | -3.6% | +5.9% |
| 7D | +9.1% | +36.7% | -27.6% | +4.7% |
| 30D | -4.1% | -3.3% | -0.7% | -4.2% |
| 3M | +4.4% | -11.1% | +15.6% | +5.1% |
| 6M | -6.0% | +53.1% | -59.1% | -13.1% |
| YTD | -3.1% | +78.2% | -81.4% | -12.7% |
| 1Y | -6.1% | +50.0% | -56.1% | -14.0% |
| 3Y | +575.3% | +836.2% | -260.8% | +437.6% |
| All | +680.9% | +447.9% | +233.1% | +526.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling